The Pricing Model of Pension Benefit Guaranty Corporation Insurance with Regime-Switching Processes

Keyphrases

• Insurance 100%
• Pricing Model 100%
• Regime-switching Process 100%
• Pension Benefit Guaranty Corporation 100%
• Pricing Formulae 66%
• Insurance Value 66%
• S&P 500 33%
• Fast Growth 33%
• Maximum Likelihood Estimation 33%
• Sensitivity Analysis 33%
• Akaike Information Criterion 33%
• Particle Swarm Optimization 33%
• Setting Parameters 33%
• Slow Growth 33%
• Gradient Method 33%
• Goodness-of-fit 33%
• Long-term Trends 33%
• Geometric Brownian Motion 33%
• Bayesian Information Criterion 33%
• Expectation Maximization 33%
• Regime Switching 33%
• Regime-switching Model 33%
• Insurance Pricing 33%
• Treasury Bills 33%

Economics, Econometrics and Finance

• Regime Switching 100%
• Pricing 33%
• Bayesian 33%
• Levy Process 33%
• Government Securities 33%